IVA International Fund

Scorecard
1 / 5 Stars
Lipper
4 1 5 3 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.28
Mean 0.6
Sharpe Ratio 0.87
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI World Ex US NR USD
R-Squared 87.83 89.92
Beta 0.47 0.49
Alpha 3.96 3.01

See Also:

Top IVA Funds Funds